A Generalized Regression Methodology for Bivariate Heteroscedastic Data

We present a methodology for reducing a straight line fitting regression problem to a Least Squares minimization one. This is accomplished through the definition of a measure on the data space that takes into account directional dependences of errors, and the use of polar descriptors for straight lines. This strategy improves the robustness by avoiding singularities and non-describable lines. The methodology is powerful enough to deal with non-normal bivariate heteroscedastic data error models, but can also supersede classical regression methods by making some particular assumptions. An implementation of the methodology for the normal bivariate case is developed and evaluated.

Reply to Comment on ``Towards a large deviation theory for strongly correlated systems''

The computational study commented by Touchette opens the door to a desirable generalization of standard large deviation theory for special, though ubiquitous, correlations. We focus on three interrelated aspects: (i) numerical results strongly suggest that the standard exponential probability law is asymptotically replaced by a power-law dominant term; (ii) a subdominant term appears to reinforce the thermodynamically extensive entropic nature of q-generalized rate function; (iii) the correlations we discussed, correspond to Q -Gaussian distributions, differing from Lévy?s, except in the case of Cauchy?Lorentz distributions. Touchette has agreeably discussed point (i), but, unfortunately, points (ii) and (iii) escaped to his analysis. Claiming the absence of connection with q-exponentials is unjustified.

Phase transitions in number theory: from the birthday problem to Sidon sets

In this work, we show how number theoretical problems can be fruitfully approached with the tools of statistical physics. We focus on g-Sidon sets, which describe sequences of integers whose pairwise sums are different, and propose a random decision problem which addresses the probability of a random set of k integers to be g-Sidon. First, we provide numerical evidence showing that there is a crossover between satisfiable and unsatisfiable phases which converts to an abrupt phase transition in a properly defined thermodynamic limit. Initially assuming independence, we then develop a mean-field theory for the g-Sidon decision problem. We further improve the mean-field theory, which is only qualitatively correct, by incorporating deviations from independence, yielding results in good quantitative agreement with the numerics for both finite systems and in the thermodynamic limit. Connections between the generalized birthday problem in probability theory, the number theory of Sidon sets and the properties of q-Potts models in condensed matter physics are briefly discussed

Theory of intermittency applied to classical pathological cases

The classical theory of intermittency developed for return maps assumes uniform density of points reinjected from the chaotic to laminar region. Though it works fine in some model systems, there exist a number of so-called pathological cases characterized by a significant deviation of main characteristics from the values predicted on the basis of the uniform distribution. Recently, we reported on how the reinjection probability density (RPD) can be generalized. Here, we extend this methodology and apply it to different dynamical systems exhibiting anomalous type-II and type-III intermittencies. Estimation of the universal RPD is based on fitting a linear function to experimental data and requires no a priori knowledge on the dynamical model behind. We provide special fitting procedure that enables robust estimation of the RPD from relatively short data sets (dozens of points). Thus, the method is applicable for a wide variety of data sets including numerical simulations and real-life experiments. Estimated RPD enables analytic evaluation of the length of the laminar phase of intermittent behaviors. We show that the method copes well with dynamical systems exhibiting significantly different statistics reported in the literature. We also derive and classify characteristic relations between the mean laminar length and main controlling parameter in perfect agreement with data provided by numerical simulations

Generalized sampling in U-invariant subspaces

In this work we carry out some results in sampling theory for U-invariant subspaces of a separable Hilbert space H, also called atomic subspaces. These spaces are a generalization of the well-known shift- invariant subspaces in L2 (R); here the space L2 (R) is replaced by H, and the shift operator by U. Having as data the samples of some related operators, we derive frame expansions allowing the recovery of the elements in Aa. Moreover, we include a frame perturbation-type result whenever the samples are affected with a jitter error.

Cancellation zone in supersonic lifting wing theory

BASING their work on a linear theory, Evvard1 and Krasilshchikova2'3 independently developed an expression that yields the perturbation generated by a thiri lifting wing of arbitrary planform flying at supersonic speed on a point placed on the wing plane inside its planform,1 or both on and above the wing plane.2 This point must be influenced by two leading edges, one supersonic and the other partially subsonic. Although these authors followed different approaches, their methods concur in showing the existence of a perfectly defined cancellation zone. In this Note, the Evvard approach is generalized to the case solved by Krasilshchikova. Circumventing the latter's lengthy and somewhat complex approach, Evvard's simple method seems to be useful at least for educational purposes.

On multiple-path sonic anemometer measurement theory

In this paper, a model of the measuring process of sonic anemometers with more than one measuring path is presented. The main hypothesis of the work is that the time variation of the turbulent speed field during the sequence of pulses that produces a measure of the wind speed vector affects the measurement. Therefore, the previously considered frozen flow, or instantaneous averaging, condition is relaxed. This time variation, quantified by the mean Mach number of the flow and the time delay between consecutive pulses firings, in combination with both the full geometry of sensors (acoustic path location and orientation) and the incidence angles of the mean with speed vector, give rise to significant errors in the measurement of turbulence which are not considered by models based on the hypothesis of instantaneous line averaging. The additional corrections (relative to the ones proposed by instantaneous line-averaging models) are strongly dependent on the wave number component parallel to the mean wind speed, the time delay between consecutive pulses, the Mach number of the flow, the geometry of the sensor and the incidence angles of mean wind speed vector. Kaimal´s limit k W1=1/l (where k W1 is the wave number component parallel to mean wind speed and l is the path length) for the maximum wave numbers from which the sonic process affects the measurement of turbulence is here generalized as k W1=C l /l, where C l is usually lesser than unity and depends on all the new parameters taken into account by the present model.